+144.4%
VFC vs RBA
+3,565.6%
-3,421.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | -11.6% | -12.3% | +0.7% | -8.7% |
| 3M | -18.1% | -20.5% | +2.4% | -13.4% |
| 6M | -27.4% | -18.5% | -8.8% | -23.8% |
| YTD | -24.8% | -18.2% | -6.6% | -21.3% |
| 1Y | -8.2% | -27.5% | +19.3% | -0.9% |
| 3Y | -29.1% | +38.1% | -67.2% | -35.2% |
| 5Y | -79.2% | +44.8% | -124.0% | -81.5% |
| 10Y | -68.1% | +187.1% | -255.2% | -76.8% |
| All | +144.4% | +3,565.6% | -3,421.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling